Channels

Ticker

Channel: ticker:{pair} - e.g. ticker:BTCAUD

The ticker channel broadcasts every update to the ticker, with more frequent updates around the end of session.

Example

> {"topic": "ticker:BTCAUD", "event": "phx_join","payload": {},"ref": 0}
< {"topic":"ticker:BTCAUD","ref":0,"payload":{"status":"ok","response":{}},"join_ref":null,"event":"phx_reply"}
< {"topic":"ticker:BTCAUD","ref":null,"payload":{"volume":"0.51100000","transition_time":"2018-03-07T05:08:00Z","status":"continuous","session":317580,"prev_close":"13900.00000000","last":"13920.00000000","current_time":"2018-03-07T05:07:19.886682Z","bid":"13910.00000000","ask":"13920.00000000"},"event":"init"}
< {"topic":"ticker:BTCAUD","ref":null,"payload":{"volume":"0.51100000","transition_time":"2018-03-07T05:08:00Z","status":"continuous","session":317580,"prev_close":"13900.00000000","last":"13920.00000000","current_time":"2018-03-07T05:07:20.590072Z","bid":"13910.00000000","ask":"13920.00000000"},"event":"update"}
< {"topic":"ticker:BTCAUD","ref":null,"payload":{"volume":"0.51100000","transition_time":"2018-03-07T05:08:00Z","status":"continuous","session":317580,"prev_close":"13900.00000000","last":"13920.00000000","current_time":"2018-03-07T05:07:20.653583Z","bid":"13910.00000000","ask":"13920.00000000"},"event":"update"}

Auction

Channel: auction:{pair} - e.g. auction:BTCAUD

The auction channel broadcasts real-time auction status and auction data.

Example

> {"topic": "auction:BTCAUD", "event": "phx_join","payload": {},"ref": 0}
< {"topic":"auction:BTCAUD","ref":0,"payload":{"status":"ok","response":{}},"event":"phx_reply"}
< {"topic":"auction:BTCAUD","ref":null,"payload":{"transition_time":"2020-08-11T00:58:00Z","status":"auction","session":710081,"indicative":"16610.00000000","imbalance":"sell","current_time":"2020-08-11T00:57:23.596154Z","auction_volume":"0.22600000"},"event":"init"}
< {"topic":"auction:BTCAUD","ref":null,"payload":{"transition_time":"2020-08-11T00:58:00Z","status":"auction","session":710081,"indicative":"16610.00000000","imbalance":"sell","current_time":"2020-08-11T00:57:36.494208Z","auction_volume":"0.23400000"},"event":"update"}
< {"topic":"auction:BTCAUD","ref":null,"payload":{"transition_time":"2020-08-11T00:58:00Z","status":"auction","session":710081,"indicative":"16630.00000000","imbalance":"buy","current_time":"2020-08-11T00:57:43.668218Z","auction_volume":"0.94500000"},"event":"update"}
< {"topic":"auction:BTCAUD","ref":null,"payload":{"transition_time":"2020-08-11T00:58:00Z","status":"auction","session":710081,"indicative":"16610.00000000","imbalance":"sell","current_time":"2020-08-11T00:57:50.962850Z","auction_volume":"0.28400000"},"event":"update"}
< {"topic":"auction:BTCAUD","ref":null,"payload":{"transition_time":"2020-08-11T00:58:00Z","status":"auction","session":710081,"indicative":"16610.00000000","imbalance":"sell","current_time":"2020-08-11T00:57:54.583876Z","auction_volume":"0.35300000"},"event":"update"}
< {"topic":"auction:BTCAUD","ref":null,"payload":{"transition_time":"2020-08-11T00:58:00Z","status":"auction","session":710081,"indicative":"16610.00000000","imbalance":"sell","current_time":"2020-08-11T00:57:56.368605Z","auction_volume":"0.35500000"},"event":"update"}
< {"topic":"auction:BTCAUD","ref":null,"payload":{"transition_time":"2020-08-11T00:58:00Z","status":"auction","session":710081,"indicative":"16670.00000000","imbalance":"buy","current_time":"2020-08-11T00:57:59.848253Z","auction_volume":"1.85000000"},"event":"update"}

Book

Channel: book:{pair} - e.g. book:BTCAUD

The book channel broadcasts every update to the order book. Multiple updates may be aggregated into a single message. The init event returns the initial Level 2 order book.

Example

> {"topic": "book:BTCAUD", "event": "phx_join","payload": {},"ref": 0}
< {"topic":"book:BTCAUD","ref":0,"payload":{"status":"ok","response":{}},"join_ref":null,"event":"phx_reply"}
< {"topic":"book:BTCAUD","ref":null,"payload":{"bids":[["13900.00000000","0.02900000"],["13890.00000000","0.09000000"],["13880.00000000","0.09400000"],["13870.00000000","0.11500000"],["13860.00000000","0.06000000"],["13850.00000000","0.12000000"],["13840.00000000","0.05800000"],["13830.00000000","0.00800000"],["13440.00000000","0.00100000"]],"asks":[["13910.00000000","0.00600000"],["13920.00000000","0.04200000"],["13930.00000000","0.03900000"],["13940.00000000","0.06300000"],["13950.00000000","0.12900000"],["13960.00000000","0.12400000"],["13970.00000000","0.13200000"],["13980.00000000","0.19000000"],["13990.00000000","0.15400000"],["14000.00000000","0.13900000"],["14010.00000000","0.13400000"],["14020.00000000","0.13200000"],["14030.00000000","0.07500000"]]},"event":"init"}
< {"topic":"book:BTCAUD","ref":null,"payload":{"bids":[],"asks":[["13940.00000000","0.06500000"]]},"event":"update"}
< {"topic":"book:BTCAUD","ref":null,"payload":{"bids":[],"asks":[["13990.00000000","0.16400000"]]},"event":"update"}
< {"topic":"book:BTCAUD","ref":null,"payload":{"bids":[],"asks":[["13910.00000000","0.00500000"]]},"event":"update"}

The logic of a keeping a local orderbook in sync with the server is a follows:

On init event, initialise the orderbook data structure (a SortedMap is common) with the payload bids and asks.
On following update events for each order with price of 'X':
1. If 'X' already exists in local orderbook then update the size of 'X' in the local orderbook from the incoming order. Unless the incoming order size is zero then remove 'X' from the local orderbook.
2. If 'X' does not exist in local orderbook then insert the order into the local orderbook.

We also provide a method to re-sync the local orderbook with the server. Sending a request_snapshot event to the server will trigger a singlesnapshot event containing a snapshot of the level 2 orderbook state from the server. This event is emitted in between two update events so it does not interrupt update streams.

Trades

Channel: trades:{pair} - e.g. trades:BTCAUD

The trades channel broadcasts every new trade. Multiple trades may be aggregated into a single message. The init event returns the last 50 trades.

Example

> {"topic": "trades:BTCAUD", "event": "phx_join","payload": {},"ref": 0}
< {"topic":"trades:BTCAUD","ref":0,"payload":{"status":"ok","response":{}},"join_ref":null,"event":"phx_reply"}
< {"topic":"trades:BTCAUD","ref":null,"payload":{"trades":[{"value":"15.51","timestamp":"2018-10-31T15:59:58.000001Z","tid":131737,"taker_side":"auction","size":"0.00100000","price":"15510.00000000"},{"value":"55.68","timestamp":"2018-03-07T05:24:47.437271Z","tid":1695805,"taker_side":"sell","size":"0.00400000","price":"13920.00000000"},{"value":"13.94","timestamp":"2018-03-07T05:24:39.051446Z","tid":1695804,"taker_side":"buy","size":"0.00100000","price":"13940.00000000"},{"value":"13.93","timestamp":"2018-03-07T05:24:36.211931Z","tid":1695803,"taker_side":"buy","size":"0.00100000","price":"13930.00000000"},{"value":"55.68","timestamp":"2018-03-07T05:24:35.200984Z","tid":1695802,"taker_side":"sell","size":"0.00400000","price":"13920.00000000"},{"value":"13.92","timestamp":"2018-03-07T05:24:33.203475Z","tid":1695801,"taker_side":"sell","size":"0.00100000","price":"13920.00000000"},{"value":"27.86","timestamp":"2018-03-07T05:24:28.818919Z","tid":1695800,"taker_side":"buy","size":"0.00200000","price":"13930.00000000"},{"value":"27.86","timestamp":"2018-03-07T05:24:28.818518Z","tid":1695799,"taker_side":"buy","size":"0.00200000","price":"13930.00000000"},{"value":"55.72","timestamp":"2018-03-07T05:24:24.111650Z","tid":1695797,"taker_side":"buy","size":"0.00400000","price":"13930.00000000"},{"value":"27.84","timestamp":"2018-03-07T05:24:17.659544Z","tid":1695795,"taker_side":"sell","size":"0.00200000","price":"13920.00000000"},{"value":"27.92","timestamp":"2018-03-07T05:24:13.991808Z","tid":1695794,"taker_side":"sell","size":"0.00200000","price":"13960.00000000"},{"value":"55.84","timestamp":"2018-03-07T05:24:13.724818Z","tid":1695793,"taker_side":"sell","size":"0.00400000","price":"13960.00000000"},{"value":"41.82","timestamp":"2018-03-07T05:24:12.660579Z","tid":1695792,"taker_side":"sell","size":"0.00300000","price":"13940.00000000"},{"value":"27.88","timestamp":"2018-03-07T05:24:12.370860Z","tid":1695791,"taker_side":"sell","size":"0.00200000","price":"13940.00000000"},{"value":"13.95","timestamp":"2018-03-07T05:24:12.370493Z","tid":1695790,"taker_side":"sell","size":"0.00100000","price":"13950.00000000"},{"value":"55.80","timestamp":"2018-03-07T05:24:10.838528Z","tid":1695789,"taker_side":"buy","size":"0.00400000","price":"13950.00000000"},{"value":"13.95","timestamp":"2018-03-07T05:24:10.141425Z","tid":1695788,"taker_side":"buy","size":"0.00100000","price":"13950.00000000"},{"value":"13.92","timestamp":"2018-03-07T05:24:09.540143Z","tid":1695787,"taker_side":"sell","size":"0.00100000","price":"13920.00000000"},{"value":"55.68","timestamp":"2018-03-07T05:24:09.539512Z","tid":1695786,"taker_side":"sell","size":"0.00400000","price":"13920.00000000"},{"value":"27.86","timestamp":"2018-03-07T05:24:08.988853Z","tid":1695785,"taker_side":"buy","size":"0.00200000","price":"13930.00000000"},{"value":"27.86","timestamp":"2018-03-07T05:24:08.859489Z","tid":1695784,"taker_side":"sell","size":"0.00200000","price":"13930.00000000"},{"value":"55.76","timestamp":"2018-03-07T05:24:07.382497Z","tid":1695783,"taker_side":"sell","size":"0.00400000","price":"13940.00000000"},{"value":"13.93","timestamp":"2018-03-07T05:24:05.538235Z","tid":1695782,"taker_side":"sell","size":"0.00100000","price":"13930.00000000"},{"value":"41.79","timestamp":"2018-03-07T05:24:05.537697Z","tid":1695781,"taker_side":"sell","size":"0.00300000","price":"13930.00000000"},{"value":"69.65","timestamp":"2018-03-07T05:24:04.835314Z","tid":1695780,"taker_side":"sell","size":"0.00500000","price":"13930.00000000"},{"value":"55.72","timestamp":"2018-03-07T05:24:04.383323Z","tid":1695779,"taker_side":"sell","size":"0.00400000","price":"13930.00000000"},{"value":"41.85","timestamp":"2018-03-07T05:23:59.145253Z","tid":1695775,"taker_side":"sell","size":"0.00300000","price":"13950.00000000"},{"value":"41.82","timestamp":"2018-03-07T05:23:57.689887Z","tid":1695774,"taker_side":"buy","size":"0.00300000","price":"13940.00000000"},{"value":"69.65","timestamp":"2018-03-07T05:23:57.459715Z","tid":1695773,"taker_side":"sell","size":"0.00500000","price":"13930.00000000"},{"value":"27.86","timestamp":"2018-03-07T05:23:57.459246Z","tid":1695772,"taker_side":"sell","size":"0.00200000","price":"13930.00000000"},{"value":"13.95","timestamp":"2018-03-07T05:23:38.442253Z","tid":1695770,"taker_side":"sell","size":"0.00100000","price":"13950.00000000"},{"value":"13.95","timestamp":"2018-03-07T05:23:37.707822Z","tid":1695769,"taker_side":"sell","size":"0.00100000","price":"13950.00000000"},{"value":"13.96","timestamp":"2018-03-07T05:22:52.926000Z","tid":1695768,"taker_side":"sell","size":"0.00100000","price":"13960.00000000"},{"value":"13.96","timestamp":"2018-03-07T05:22:52.910737Z","tid":1695767,"taker_side":"buy","size":"0.00100000","price":"13960.00000000"},{"value":"27.92","timestamp":"2018-03-07T05:22:52.910316Z","tid":1695766,"taker_side":"buy","size":"0.00200000","price":"13960.00000000"},{"value":"13.93","timestamp":"2018-03-07T05:22:52.798435Z","tid":1695765,"taker_side":"sell","size":"0.00100000","price":"13930.00000000"},{"value":"41.82","timestamp":"2018-03-07T05:22:52.797956Z","tid":1695764,"taker_side":"sell","size":"0.00300000","price":"13940.00000000"},{"value":"13.96","timestamp":"2018-03-07T05:22:52.589386Z","tid":1695763,"taker_side":"buy","size":"0.00100000","price":"13960.00000000"},{"value":"13.95","timestamp":"2018-03-07T05:22:52.588828Z","tid":1695762,"taker_side":"buy","size":"0.00100000","price":"13950.00000000"},{"value":"13.94","timestamp":"2018-03-07T05:22:36.435873Z","tid":1695761,"taker_side":"sell","size":"0.00100000","price":"13940.00000000"},{"value":"27.88","timestamp":"2018-03-07T05:22:36.264997Z","tid":1695760,"taker_side":"sell","size":"0.00200000","price":"13940.00000000"},{"value":"27.92","timestamp":"2018-03-07T05:22:34.119121Z","tid":1695759,"taker_side":"buy","size":"0.00200000","price":"13960.00000000"},{"value":"27.88","timestamp":"2018-03-07T05:22:32.217855Z","tid":1695758,"taker_side":"sell","size":"0.00200000","price":"13940.00000000"},{"value":"27.88","timestamp":"2018-03-07T05:22:31.677659Z","tid":1695757,"taker_side":"sell","size":"0.00200000","price":"13940.00000000"},{"value":"27.90","timestamp":"2018-03-07T05:22:31.677307Z","tid":1695756,"taker_side":"sell","size":"0.00200000","price":"13950.00000000"},{"value":"13.95","timestamp":"2018-03-07T05:22:31.447211Z","tid":1695755,"taker_side":"sell","size":"0.00100000","price":"13950.00000000"},{"value":"27.90","timestamp":"2018-03-07T05:22:31.319633Z","tid":1695754,"taker_side":"sell","size":"0.00200000","price":"13950.00000000"},{"value":"13.95","timestamp":"2018-03-07T05:22:31.179571Z","tid":1695753,"taker_side":"sell","size":"0.00100000","price":"13950.00000000"},{"value":"13.95","timestamp":"2018-03-07T05:22:31.115029Z","tid":1695752,"taker_side":"sell","size":"0.00100000","price":"13950.00000000"},{"value":"27.90","timestamp":"2018-03-07T05:22:30.703467Z","tid":1695751,"taker_side":"sell","size":"0.00200000","price":"13950.00000000"}]},"event":"init"}
< {"topic":"trades:BTCAUD","ref":null,"payload":{"trades":[{"timestamp":"2018-03-07T05:24:50.935274Z","tid":1695809,"taker_side":"buy","size":"0.00100000","price":"13930.00000000"}]},"event":"new"}
< {"topic":"trades:BTCAUD","ref":null,"payload":{"trades":[{"timestamp":"2018-03-07T05:24:53.418513Z","tid":1695812,"taker_side":"sell","size":"0.00200000","price":"13920.00000000"},{"timestamp":"2018-03-07T05:24:53.419098Z","tid":1695813,"taker_side":"sell","size":"0.00100000","price":"13910.00000000"},{"timestamp":"2018-03-07T05:24:53.419470Z","tid":1695814,"taker_side":"sell","size":"0.00100000","price":"13910.00000000"}]},"event":"new"}
< {"topic":"trades:BTCAUD","ref":null,"payload":{"trades":[{"timestamp":"2018-03-07T05:24:54.305906Z","tid":1695815,"taker_side":"sell","size":"0.00400000","price":"13910.00000000"}]},"event":"new"}

Private

The private channel broadcasts updates of your account, orders and fills, these updates come from the same channel however using different events. See the above Raw WebSocket section on how to join this channel.

It is up to the users to route these events to different handlers as subscribing to the private channel gives the user all of the below events.

Channel: private

Order Event

Event: private:order

Order events are broadcasted when there are updates to any of your orders, these include: booked orders, fills, partial fills and cancellations.

Example of event payload


< {"topic":"private", "event": "private:order","ref":null,"payload":{
    "order":{
      "type": "LMT",
      "timestamp": "2018-08-28T05:28:13.615499Z",
      "time_in_force": "GTC",
      "status": "booked",
      "size": "0.01000000",
      "side": "buy",
      "ref": "",
      "product_id": "BTCAUD",
      "price": "9380.00000000",
      "oid": 280126227,
      "filled": "0.00000000",
      "client_number": "STG100000033"
    }
  }}

Fill Event

Event: private:fill

Fills events will be broadcasted only when fills occur for your open orders, multiple partial fills will trigger multiple fill events.

Example of event payload


< {"topic":"private", "event": "private:fill","ref":null,"payload":{
    "fill":{
      "value": "93.82",
      "timestamp": "2018-08-28T05:16:37.405702Z",
      "tid": 9130900,
      "size": "0.01000000",
      "side": "buy",
      "product_id": "BTCAUD",
      "price": "9382.00000000",
      "oid": 280117631,
      "liquidity": "taker"
    }
  }}

Account Event

Event: private:account

Account event is broadcasted for any account which the balance has changed.

Example of event payload


< {"topic":"private", "event": "private:account","ref":null,"payload":{
    "account":{
      "type": "cash",
      "number": "STG100000033AUD",
      "hold": "93.80",
      "balance": "10339.59",
      "available": "10245.79",
      "asset_code": "AUD"
    }
  }}